+92.2%
MDLZ vs IWD
+212.1%
-119.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.7% |
| 30D | +10.0% | +3.6% | +6.4% | +7.5% |
| 3M | +7.1% | +2.3% | +4.7% | +5.4% |
| 6M | +9.8% | +13.0% | -3.2% | +1.1% |
| YTD | +26.6% | +26.2% | +0.5% | +8.3% |
| 1Y | +20.3% | +30.5% | -10.1% | +0.6% |
| 3Y | +5.4% | +86.2% | -80.8% | -31.9% |
| 5Y | +22.2% | +72.9% | -50.7% | -17.4% |
| 10Y | +92.2% | +205.0% | -112.9% | -16.4% |
| All | +92.2% | +212.1% | -119.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling